+782.2%
WMT vs GLD
+815.5%
-33.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.2% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | -4.4% | +4.4% | -8.8% | -4.4% |
| 3M | -8.8% | -1.1% | -7.7% | -8.8% |
| 6M | -15.6% | -13.8% | -1.9% | -15.7% |
| YTD | -3.2% | +2.6% | -5.9% | -3.2% |
| 1Y | +7.0% | +24.5% | -17.5% | +7.2% |
| 3Y | +105.3% | +125.8% | -20.5% | +107.4% |
| 5Y | +129.3% | +137.8% | -8.5% | +131.8% |
| 10Y | +423.9% | +221.4% | +202.5% | +439.8% |
| All | +782.2% | +815.5% | -33.4% | +940.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling